| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.322112 | -2.1847 | 0.017023 |
| 2 | 0.01738 | 0.1179 | 0.45334 |
| 3 | -0.13743 | -0.9321 | 0.178076 |
| 4 | 0.198539 | 1.3466 | 0.092361 |
| 5 | -0.2397 | -1.6257 | 0.055421 |
| 6 | -0.089926 | -0.6099 | 0.272463 |
| 7 | 0.242067 | 1.6418 | 0.053728 |
| 8 | 0.051001 | 0.3459 | 0.365495 |
| 9 | -0.12281 | -0.8329 | 0.204593 |
| 10 | -0.074866 | -0.5078 | 0.307022 |
| 11 | 0.184699 | 1.2527 | 0.108324 |
| 12 | -0.222407 | -1.5084 | 0.06914 |
| 13 | -0.133553 | -0.9058 | 0.184882 |
| 14 | 0.036728 | 0.2491 | 0.402196 |
| 15 | 0.228801 | 1.5518 | 0.063782 |
| 16 | -0.184849 | -1.2537 | 0.108142 |
| 17 | 0.057414 | 0.3894 | 0.349389 |
| 18 | -0.029048 | -0.197 | 0.422341 |
| 19 | 0.163772 | 1.1108 | 0.136224 |
| 20 | -0.275546 | -1.8688 | 0.03401 |
| 21 | 0.159399 | 1.0811 | 0.142644 |
| 22 | -0.02496 | -0.1693 | 0.433157 |
| 23 | 0.072237 | 0.4899 | 0.313254 |
| 24 | -0.146428 | -0.9931 | 0.162923 |
| 25 | 0.107441 | 0.7287 | 0.23494 |
| 26 | 0.103331 | 0.7008 | 0.243472 |
| 27 | -0.095466 | -0.6475 | 0.260268 |
| 28 | -0.009395 | -0.0637 | 0.474735 |
| 29 | -0.020606 | -0.1398 | 0.444731 |
| 30 | 0.105351 | 0.7145 | 0.239256 |
| 31 | -0.153386 | -1.0403 | 0.151816 |
| 32 | 0.092983 | 0.6306 | 0.265699 |
| 33 | 0.019727 | 0.1338 | 0.447074 |
| 34 | -0.029645 | -0.2011 | 0.420768 |
| 35 | -0.014212 | -0.0964 | 0.461814 |
| 36 | -0.050438 | -0.3421 | 0.366921 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.322112 | -2.1847 | 0.017023 |
| 2 | -0.096377 | -0.6537 | 0.258293 |
| 3 | -0.182828 | -1.24 | 0.110631 |
| 4 | 0.1066 | 0.723 | 0.236671 |
| 5 | -0.18019 | -1.2221 | 0.113946 |
| 6 | -0.265428 | -1.8002 | 0.039193 |
| 7 | 0.172252 | 1.1683 | 0.124359 |
| 8 | 0.120768 | 0.8191 | 0.20848 |
| 9 | -0.055294 | -0.375 | 0.354683 |
| 10 | -0.093486 | -0.6341 | 0.264593 |
| 11 | 0.052501 | 0.3561 | 0.361704 |
| 12 | -0.160189 | -1.0865 | 0.141469 |
| 13 | -0.214882 | -1.4574 | 0.0759 |
| 14 | -0.140789 | -0.9549 | 0.172316 |
| 15 | 0.046821 | 0.3176 | 0.376129 |
| 16 | -0.082392 | -0.5588 | 0.2895 |
| 17 | 0.000181 | 0.0012 | 0.499514 |
| 18 | -0.162552 | -1.1025 | 0.137993 |
| 19 | 0.085857 | 0.5823 | 0.2816 |
| 20 | -0.037781 | -0.2562 | 0.399454 |
| 21 | 0.051648 | 0.3503 | 0.363858 |
| 22 | -0.102254 | -0.6935 | 0.245736 |
| 23 | -0.016102 | -0.1092 | 0.456755 |
| 24 | -0.068573 | -0.4651 | 0.322033 |
| 25 | -0.059647 | -0.4045 | 0.343844 |
| 26 | 0.025613 | 0.1737 | 0.431426 |
| 27 | 0.029931 | 0.203 | 0.420015 |
| 28 | -0.005786 | -0.0392 | 0.484433 |
| 29 | -0.057584 | -0.3906 | 0.348964 |
| 30 | -0.017204 | -0.1167 | 0.45381 |
| 31 | 0.004604 | 0.0312 | 0.487611 |
| 32 | 0.025453 | 0.1726 | 0.431851 |
| 33 | 0.039274 | 0.2664 | 0.395573 |
| 34 | -0.143347 | -0.9722 | 0.168011 |
| 35 | 0.081901 | 0.5555 | 0.290629 |
| 36 | -0.129234 | -0.8765 | 0.192653 |
